Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 108 580 | 20 000 | 103 216 | 20 000 | 51 437 CHF | 10 177 CHF | 100,00% | 100,00% |
20/11/2024 | 2,38% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 100 000 | 20 000 | 52 910 CHF | 10 837 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 89 024 | 20 000 | 53 239 CHF | 12 168 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 20 000 | 98 233 | 20 000 | 53 300 CHF | 11 062 CHF | 94,79% | 94,79% |
15/11/2024 | 2,41% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 100 139 | 20 000 | 51 204 CHF | 10 477 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 20 000 | 98 878 | 20 000 | 52 624 CHF | 10 853 CHF | 99,44% | 99,44% |
13/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 20 000 | 82 547 | 19 927 | 52 336 CHF | 12 844 CHF | 98,88% | 98,88% |
12/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 301 CHF | 12 045 CHF | 100,00% | 100,00% |
11/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 393 CHF | 14 804 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 82 084 | 25 000 | 51 956 CHF | 16 083 CHF | 100,00% | 100,00% |